How to use Historical data when CalculateOnEachTick

[Mokaru Zen]

Hello Support,

How can I plot using Historical data while CalculateOnEachTick?

I use some volume code from your BuySellVolume, and would like to just process historical volume (like the Volume[]) before the realtime bar starts.

How do I do this properly? What variable to test?

I have tried googling this over the forum, nothing came out.

Thank you.

Mokaru Z.

[NinjaTrader_Jesse]

Hello Mokaru Zen,

OnEachTick is a realtime only property.

You can use tick relay to calculate BuySellVolume however that will only be an estimate and will not match how it works in realtime. BuySellVolume uses OnMarketData which is a realtime data override, with TickReplay that only shows the ask/bid prices at the time of the last event so it would not be the full ask/bid volume like it would be in realtime.

[Mokaru Zen]

Hello Support,

I just use "if (State == State.Historical)" , it works.

Best regards,
Mokaru Z.